#4206: [with patch, needs work] convert RDF and CDF vectors to use numpy
----------------------------+-----------------------------------------------
 Reporter:  jason           |        Owner:  jason     
     Type:  enhancement     |       Status:  assigned  
 Priority:  major           |    Milestone:  sage-3.2.2
Component:  linear algebra  |   Resolution:            
 Keywords:                  |  
----------------------------+-----------------------------------------------
Changes (by mabshoff):

  * summary:  [with patch, positive review] convert RDF and CDF vectors to
              use numpy => [with patch, needs work] convert
              RDF and CDF vectors to use numpy

Comment:

 This patch needs doctest fixes. This is on sage.math:
 {{{
 sage -t -long "devel/sage/sage/finance/fractal.pyx"

 drfft:howmany=726335489
 drfft:howmany=644245095
 **********************************************************************
 File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/devel/sage/sage/finance/fractal.pyx", line 109, in
 __main__.example_1
 Failed example:
     sim = finance.stationary_gaussian_simulation(s, N)[Integer(0)]###line
 66:_sage_    >>> sim = finance.stationary_gaussian_simulation(s, N)[0]
 Exception raised:
     Traceback (most recent call last):
       File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/local/bin/ncadoctest.py", line 1231, in
 run_one_test
         self.run_one_example(test, example, filename, compileflags)
       File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/local/bin/sagedoctest.py", line 38, in
 run_one_example
         OrigDocTestRunner.run_one_example(self, test, example, filename,
 compileflags)
       File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/local/bin/ncadoctest.py", line 1172, in
 run_one_example
         compileflags, 1) in test.globs
       File "<doctest __main__.example_1[6]>", line 1, in <module>
         sim = finance.stationary_gaussian_simulation(s,
 N)[Integer(0)]###line 66:_sage_    >>> sim =
 finance.stationary_gaussian_simulation(s, N)[0]
       File "fractal.pyx", line 111, in
 sage.finance.fractal.stationary_gaussian_simulation
 (sage/finance/fractal.c:642)
       File "time_series.pyx", line 2172, in
 sage.finance.time_series.TimeSeries.fft (sage/finance/time_series.c:12114)
       File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/local/lib/python2.5/site-
 packages/scipy/fftpack/basic.py", line 179, in rfft
         return _raw_fft(tmp,n,axis,1,overwrite_x,work_function)
       File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/local/lib/python2.5/site-
 packages/scipy/fftpack/basic.py", line 49, in _raw_fft
         r = work_function(x,n,direction,overwrite_x=overwrite_x)
     error: (n*howmany==size(x)) failed for hidden howmany
 **********************************************************************
 <SNIP>
 }}}
 And
 {{{
 sage -t -long "devel/sage/sage/finance/time_series.pyx"
 **********************************************************************
 File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/devel/sage/sage/finance/time_series.pyx", line
 427, in __main__.example_15
 Failed example:
     F = v.autoregressive_fit(Integer(100))###line 532:_sage_    >>> F =
 v.autoregressive_fit(100)
 Exception raised:
     Traceback (most recent call last):
       File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/local/bin/ncadoctest.py", line 1231, in
 run_one_test
         self.run_one_example(test, example, filename, compileflags)
       File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/local/bin/sagedoctest.py", line 38, in
 run_one_example
         OrigDocTestRunner.run_one_example(self, test, example, filename,
 compileflags)
       File "/scratch/mabshoff/release-
 cycle/sage-3.2.2.alpha1/local/bin/ncadoctest.py", line 1172, in
 run_one_example
         compileflags, 1) in test.globs
       File "<doctest __main__.example_15[4]>", line 1, in <module>
         F = v.autoregressive_fit(Integer(100))###line 532:_sage_    >>> F
 = v.autoregressive_fit(100)
       File "time_series.pyx", line 557, in
 sage.finance.time_series.TimeSeries.autoregressive_fit
 (sage/finance/time_series.c:4388)
       File "time_series.pyx", line 2378, in
 sage.finance.time_series.autoregressive_fit
 (sage/finance/time_series.c:12648)
       File "time_series.pyx", line 1865, in
 sage.finance.time_series.TimeSeries.numpy
 (sage/finance/time_series.c:10977)
     MemoryError
 **********************************************************************
 <SNIP>
 }}}

 Cheers,

 Michael

-- 
Ticket URL: <http://trac.sagemath.org/sage_trac/ticket/4206#comment:47>
Sage <http://sagemath.org/>
Sage - Open Source Mathematical Software: Building the Car Instead of 
Reinventing the Wheel
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